+11.3%
EMB vs FROG
+21.7%
-10.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.3% | -5.5% | +5.8% | +0.5% |
| 30D | -0.5% | -3.1% | +2.6% | -0.4% |
| 3M | +0.3% | +1.2% | -0.9% | 0.0% |
| 6M | +1.2% | +113.7% | -112.5% | -2.7% |
| YTD | +1.5% | +38.9% | -37.4% | -0.8% |
| 1Y | +4.8% | +72.0% | -67.2% | +1.1% |
| 3Y | +30.4% | +217.1% | -186.8% | +19.4% |
| 5Y | +7.3% | +130.6% | -123.3% | -2.7% |
| All | +11.3% | +21.7% | -10.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling